that depends on the used technology on top of the web. I believe with J2ME you have access to the URLConnection class, so you can send HTTP requests manually. Otherwise you will need to use low level sockets, or use webservices such as SOAP or XML-RPC.
There is a lightweight XML-RPC client available for J2ME. It is no longer in development, but that doesn't mean that it doesn't work.
http://kxmlrpc.objectweb.org/